DirectQuery mode PowerBI not refreshing data from AzureSQL

Posted a Power BI report to Portal in DirectQuery mode connecting to an Azure SQL DB. The Portal shows that the Connection is correctly set to DirectQuery - however, we are having issues with the Data refresh. When "Refresh Now" is clicked it says Completed in Refresh history - but the data doesn't change. Similarly, don't see any update after setting the Refresh Cache to 15 minutes.